Erik Theissen : Citation Profile

Are you Erik Theissen?

Universität Mannheim

15

H index

21

i10 index

708

Citations

RESEARCH PRODUCTION:

41

Articles

76

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 29
   Journals where Erik Theissen has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 37 (4.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth76
   Updated: 2023-03-02    RAS profile: 2022-01-11    
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Relations with other researchers

Works with:

Mestel, Roland (5)

Palan, Stefan (5)

Patton, Andrew (2)

Caporin, Massimiliano (2)

Deev, Oleg (2)

Gerritsen, Dirk (2)

Schwarz, Marco (2)

Pasquariello, Paolo (2)

Kassner, Bernhard (2)

Mihet, Roxana (2)

Regis, Luca (2)

Vilkov, Grigory (2)

Sojli, Elvira (2)

Hurlin, Christophe (2)

Ferrara, Gerardo (2)

Smales, Lee (2)

Gorbenko, Arseny (2)

Colliard, Jean-Edouard (2)

Deku, Solomon (2)

Chow, Nikolai Sheung-Chi (2)

Lof, Matthijs (2)

Talavera, Oleksandr (2)

Johannesson, Magnus (2)

Chernov, Mikhail (2)

FERROUHI, EL MEHDI (2)

Lopez-Lira, Alejandro (2)

Schenk-Hoppé, Klaus (2)

Brownlees, Christian (2)

Rinne, Kalle (2)

Wolff, Christian (2)

Bouri, Elie (2)

Rakowski, David (2)

Gehrig, Thomas (2)

Wilhelmsson, Anders (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Putnins, Talis (2)

Hjalmarsson, Erik (2)

Sarno, Lucio (2)

Frijns, Bart (2)

LINTON, OLIVER (2)

Foucault, Thierry (2)

Harris, Jeffrey (2)

Dreber, Anna (2)

Menkveld, Albert (2)

Stefanova, Denitsa (2)

Nielsson, Ulf (2)

Pastor, Lubos (2)

Xiu, Dacheng (2)

Prokopczuk, Marcel (2)

He, Xuezhong (Tony) (2)

Bos, Charles (2)

Xia, Shuo (2)

Holzmeister, Felix (2)

Ait-Sahalia, Yacine (2)

Park, Andreas (2)

Taylor, Nick (2)

Heath, Davidson (2)

Davies, Ryan (2)

Verousis, Thanos (2)

CAPELLE-BLANCARD, Gunther (2)

Jones, Charles (2)

Zhou, Chen (2)

Horenstein, Alex (2)

Alexeev, Vitali (2)

Liew, Chee (2)

Roy, Saurabh (2)

Walther, Thomas (2)

Tonks, Ian (2)

Abudy, Menachem (2)

PASCUAL, ROBERTO (2)

Pelizzon, Loriana (2)

Scaillet, Olivier (2)

Dumitrescu, Ariadna (2)

Lajaunie, Quentin (2)

Bohorquez Correa, Santiago (2)

Vogel, Sebastian (2)

Reitz, Stefan (2)

Moinas, Sophie (2)

Hautsch, Nikolaus (2)

Jalkh, Naji (2)

Kearney, Fearghal (2)

Adrian, Tobias (2)

Jurkatis, Simon (2)

van Kervel, Vincent (2)

Dimpfl, Thomas (2)

Ranaldo, Angelo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen.

Is cited by:

Shavit, Tal (8)

Menkhoff, Lukas (8)

Morone, Andrea (8)

Renneboog, Luc (7)

Paiardini, Paola (6)

He, Xuezhong (Tony) (6)

Duong, Huu Nhan (6)

Korczak, Adriana (5)

Lof, Matthijs (5)

PASCUAL, ROBERTO (5)

Maciejovsky, Boris (5)

Cites to:

Foucault, Thierry (39)

Madhavan, Ananth (24)

Shleifer, Andrei (21)

Easley, David (18)

Stoll, Hans (18)

Fama, Eugene (17)

Boehmer, Ekkehart (17)

Amihud, Yakov (17)

Grammig, Joachim (15)

Subrahmanyam, Avanidhar (15)

Renneboog, Luc (14)

Main data

Where Erik Theissen has published?

Journals with more than one article published# docs
Journal of Financial Markets4
European Financial Management3
Schmalenbach Business Review (sbr)3
Journal of Business Finance & Accounting3
Journal of Financial Intermediation3
The European Journal of Finance2
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2
Journal of Futures Markets2
Schmalenbach Business Review2
Review of Finance2
Finance Research Letters2
Journal of Corporate Finance2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)36
CFS Working Paper Series / Center for Financial Studies (CFS)13
Working Paper Series, Social and Economic Sciences / Faculty of Social and Economic Sciences, Karl-Franzens-University Graz5
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Schumpeter Discussion Papers / Universitätsbibliothek Wuppertal, University Library3
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE3
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2
Post-Print / HAL2

Recent works citing Erik Theissen (2022 and 2021)

YearTitle of citing document
2021Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance. (2020). Alori, Aleksandra ; Nicole, Robin ; Sollich, Peter. In: Papers. RePEc:arx:papers:2012.04103.

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2021Replicating Market Makers. (2021). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Papers. RePEc:arx:papers:2103.14769.

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2022The Probability Evolution of Corporate Control Power. (2021). Wang, Min ; He, Jie. In: Papers. RePEc:arx:papers:2106.01681.

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2022Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776.

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2022On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

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2022ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

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2021A Factor Model for Cryptocurrency Returns. (2021). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp710.

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2021Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures. (2021). Gric, Zuzana ; Bajzik, Josef ; Badura, Ondrej. In: Working Papers. RePEc:cnb:wpaper:2021/10.

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2021What explains voluntary premarket underpricing and aftermarket mispricing in Indian IPOs?. (2021). Saraogi, Aayush ; Ranganathan, Kavitha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s221463502100109x.

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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2021What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824.

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2021Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614.

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2021Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2022Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439.

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2022Reinforcement Learning Equilibrium in Limit Order Markets. (2022). He, Xuezhong (Tony) ; Lin, Shen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

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2022Former CEO directors and cash holdings. (2022). Lan, Fei ; Li, Mengzhe. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:320-334.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks. (2021). Zhong, Li-Xin ; Cai, Mei-Ling ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Ren, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000784.

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2022Trade friction and price discovery in the USD–CAD spot and forward markets. (2022). Xu, Ke ; Song, Victor ; Chen, Jian ; Yan, Meng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002217.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2022Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2022). Schnaubelt, Matthias. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:993-1006.

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2022Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2021From watchdog to watchman: Do independent directors monitor a CEO of their own age?. (2021). Liu, Frank Hong ; John, Kose ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:206-229.

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2021City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2022Liquidity in the cryptocurrency market and commonalities across anomalies. (2022). Zhu, Yifeng ; Liu, Jinyu ; Jiang, Lei ; Dong, Bingbing . In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000679.

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2021Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books. (2021). Hewitt, Kenji ; Samarbakhsh, Laleh ; Jeon, Yoontae. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301136.

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2021The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market. (2021). Frömmel, Michael ; Lampaert, Kevin ; D'Hoore, Dick ; Frommel, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317062.

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2022Cryptocurrency returns and the volatility of liquidity. (2022). Leirvik, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001124.

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2021The dynamics of short sales constraints and market quality: An experimental approach. (2021). Gousgounis, Eleni ; Cabrera, Juan . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300185.

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2022Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173.

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2021When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413.

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2022Conventional and downside CAPM: The case of London stock exchange. (2022). Amin, Saqib ; Pyke, Christopher ; Markowski, Lesaw ; Rutkowska-Ziarko, Anna. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000618.

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2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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2022The performance of corporate legal insider trading in the Korean market. (2022). Ruh, Benjamin ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:71:y:2022:i:c:s0144818822000321.

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2021Estimating the probability of informed trading: A Bayesian approach. (2021). Oduro, Samuel D ; Oberoi, Jaideep ; Griffin, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000030.

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2021Downside risk and the cross-section of cryptocurrency returns. (2021). Wang, Pengfei ; Xiong, Xiong ; Li, YI ; Zhang, Wei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002053.

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2021Overweighting of public information in financial markets: A lesson from the lab. (2021). Morone, Andrea ; Alfarano, Simone ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002508.

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2021Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

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2021The impact of arbitrage on market liquidity. (2021). Roesch, Dominik ; Rosch, Dominik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:195-213.

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2021Informed trading and earnings announcement driven disagreement in global markets. (2021). Chen, Tao. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000045.

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2022How far is too far for volatility transmission?. (2022). Karali, Berna ; Yang, Yao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000313.

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2022Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond. (2022). Wang, Yanchen ; Tang, Tao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000019.

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2021How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

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2021Composite survey sentiment as a predictor of future market returns: Evidence for German equity indices. (2021). Rakovská, Zuzana ; Rakovska, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:473-495.

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2022A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence. (2022). Garcia, Noelia ; Alfaro-Cortes, Esteban ; Gamez, Matias ; Ghosh, Indranil ; Chaudhuri, Tamal Datta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002827.

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2021Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F’B) framework. (2021). Ecer, Fatih ; Boyukaslan, Adem. In: Technology in Society. RePEc:eee:teinso:v:67:y:2021:i:c:s0160791x21002207.

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2022What do institutional investors bring to initial coin offerings (ICOs)?. (2022). Zhang, Lianmin ; Guan, Lei ; Cai, Xiaoqiang ; Wang, Siyi. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:167:y:2022:i:c:s1366554522002563.

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2021Impacts of COVID-19 and anti-pandemic policies on urban transport—an empirical study in China. (2021). Bai, Kailing ; Huscroft, Joseph R ; Wang, Yacan ; Zhou, Huiyu. In: Transport Policy. RePEc:eee:trapol:v:110:y:2021:i:c:p:135-149.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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2021Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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2021Literature Review of Experimental Asset Markets with Insiders. (2021). Merl, Robert. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-04.

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2022Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market. (2022). Tessmann, Mathias Schneid ; Miranda, Rogrio Boueri ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:14:y:2022:i:4:p:51.

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2022ECB Corporate QE and the Loan Supply to Bank-Dependent Firms. (2022). de Santis, Roberto A ; Betz, Frank. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:3.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2021Ownership and purchase intention of crypto-assets: survey results. (2021). Stix, Helmut. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09499-x.

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2022The Effect of Investor Sentiment on Nonprofit Donations. (2022). Harris, Erica ; Amin, Keval. In: Journal of Business Ethics. RePEc:kap:jbuset:v:175:y:2022:i:2:d:10.1007_s10551-020-04646-7.

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2022Cost management and corporate payout decisions. (2022). Zheng, Kenneth ; Golden, Joanna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01013-z.

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2021Az árfolyam-nyereség arány szerepe a német t?zsdei kereskedésben. (2021). Till, Gabor. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1985.

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2022Secondary Market Transparency and Corporate Bond Issuing Costs. (2022). Martin, Spencer J ; Comerton-Forde, Carole ; Brugler, James. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:43-77..

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2021Exploiting the dividend month premium: evidence from Germany. (2021). Scholz, Hendrik ; Kreidl, Felix. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:4:d:10.1057_s41260-021-00215-3.

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2021Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2021). Wagner, Martin ; Sogner, Leopold ; Reynolds, Julia. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:2:p:105-146.

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2022Regulator’s Decision and Risk Management: The Case of India. (2022). , Suchitra ; Rangappa, K B ; Chetan, G K. In: The Review of Finance and Banking. RePEc:rfb:journl:v:14:y:2022:i:2:p:133-142.

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2022The effect of short selling on volatility and jumps. (2022). Wee, Marvin ; Treepongkaruna, Sirimon ; Foong, Glenn Kit ; Padungsaksawasdi, Chaiyuth. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:1:p:34-52.

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2021Do Investors Overreact for Property and Financial Service Sectors?. (2021). Sing, Tien Foo ; Dong, Zhi. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:20:y:2021:i:1:p:79-123.

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2021The Accuracy of the Tick Rule in the Bitcoin Market. (2021). Zhai, Pengxiang ; Ma, Donglian. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211014504.

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2022Speculative bubbles and herding in cryptocurrencies. (2022). Yagli, Ibrahim ; Haykir, Ozkan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00383-0.

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2021Insider Trading and the Market Abuse Directive: Are Voluntary and Mandatory Takeover Bids Different?. (2021). Pattitoni, Pierpaolo ; Patuelli, Roberto ; Ferretti, Riccardo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:7:y:2021:i:3:d:10.1007_s40797-019-00114-y.

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2021The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect. (2021). Lee, Yen-Hsien ; Chiang, Kuan-Yi ; Chun-I Lin, . In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:3:f:11_3_2.

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2021Sentiment, Loss Firms, and Investor Expectations of Future Earnings. (2021). Wang, Guannan ; Sun, Estelle Y ; Riedl, Edward J. In: Contemporary Accounting Research. RePEc:wly:coacre:v:38:y:2021:i:1:p:518-544.

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2021Information content of insider filings after stock repurchase and seasoned equity issue announcements. (2021). Tung, Peishan ; Huang, Han Ching. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2690-2712.

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2021Bitcoin spot and futures market microstructure. (2021). Mizrach, Bruce ; Aleti, Saketh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:194-225.

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2021Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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2021Arbitrage trading and price discovery of the regular and mini Taiwan stock index futures. (2021). Chang, Yakai ; Chou, Robin K ; Lee, Yenhsien ; Chen, YuLun . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:926-948.

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2021The impact of algorithmic trading on liquidity in futures markets: New insights into the resiliency of spreads and depth. (2021). Behnia, Masud ; Gerace, Dionigi ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1301-1314.

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2022Nonlinear limits to arbitrage. (2022). faff, robert ; Shin, Yongcheol ; Cai, Charlie X ; Chen, Jingzhi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1084-1113.

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2022Intraday liquidity in soybean complex futures markets. (2022). Trujillobarrera, Andres ; Gardebroek, Cornelis ; Thomas, . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1189-1211.

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2022The information effect of order flows in foreign currency futures and spot markets. (2022). Gau, YinFeng ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1549-1572.

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2022The impact of trade policy on soybean futures in China. (2022). Yan, BO ; Chen, Zhuo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:4:p:1152-1163.

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2021Market power in the portfolio: Product market competition and mutual fund performance. (2016). Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1607.

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2021The M&A rumor productivity dip. (2021). Bazhutov, Dmitry ; Andres, Christian ; Limbach, Peter ; Cumming, Douglas J. In: CFR Working Papers. RePEc:zbw:cfrwps:2102.

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2021Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market. (2021). Ahmed, Osama. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:248861.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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2021The impact of the coronavirus pandemic on the dividend target payout ratio. The evidence from Hydrotor SA. (2021). Kowerski, Mieczyseaw. In: Zeszyty Naukowe Ma?opolskiej Wy?szej Szko?y Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection. RePEc:znm:journl:v:50:y:2021:i:3:p:15-28.

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Works by Erik Theissen:

YearTitleTypeCited
2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach In: Abacus.
[Full Text][Citation analysis]		article1
2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach.(2014) In: Schumpeter Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Competition between Exchanges: Euronext versus Xetra In: European Financial Management.
[Full Text][Citation analysis]		article6
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2009Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management.
[Full Text][Citation analysis]		article47
2007Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2015Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach In: European Financial Management.
[Full Text][Citation analysis]		article17
2011Liquidity dynamics in an electronic open limit order book: An event study approach.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2010Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article8
2013The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article13
2013Market Response to Investor Sentiment In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article13
2011Market response to investor sentiment.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2011Market response to investor sentiment.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article14
2016Competition between equity markets: A review of the consolidation versus fragmentation debate.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1999Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
[Full Text][Citation analysis]		article0
2011Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers.
[Full Text][Citation analysis]		paper3
2012Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Strategic Trading and Trade Reporting by Corporate Insiders In: Schumpeter Discussion Papers.
[Full Text][Citation analysis]		paper1
2009Strategic trading and trade reporting by corporate insiders.(2009) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper82
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 82		paper
2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 82		paper
2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 82		paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		article
2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2001Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper28
2001Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2000Informationsbasierter Aktienhandel über IBIS In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper5
1999Floor versus Screen Trading : Evidence from the German Stock Market In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper15
2002Floor versus Screen Trading: Evidence from the German Stock Market.(2002) In: Journal of Institutional and Theoretical Economics (JITE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2008Setting a fox to keep the geese -- Does the comply-or-explain principle work? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article4
2008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?.(2008) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Should I stay or should I go? Former CEOs as monitors In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article8
2013Should I stay or should I go? Former CEOs as monitors.(2013) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2002Price discovery in floor and screen trading systems In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article42
2001Price Discovery in Floor and Screen Trading Systems.(2001) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2018Algorithmic trading and liquidity: Long term evidence from Austria In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2018Algorithmic Trading and Liquidity: Long Term Evidence from Austria.(2018) In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2021What drives the liquidity of cryptocurrencies? A long-term analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2007Estimating the probability of informed trading--does trade misclassification matter? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article43
2003Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?.(2003) In: University of St. Gallen Department of Economics working paper series 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2002Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?.(2002) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2000Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article51
2020Call of duty: Designated market maker participation in call auctions In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2019Call of duty: Designated market maker participation in call auctions.(2019) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Call of duty: Designated market maker participation in call auctions.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2001A test of the accuracy of the Lee/Ready trade classification algorithm In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2003Beta and returns revisited: Evidence from the German stock market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article26
2021How to measure the liquidity of cryptocurrency markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2015The Lintner model revisited: Dividends versus total payouts In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2013The Lintner model revisited: Dividends versus total payouts.(2013) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2014Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2001The Anatomy of a Call Market In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article22
2005Who knows what when? The information content of pre-IPO market prices In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article19
2021Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article0
1997Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article11
2013Liquidity measures In: Chapters.
[Full Text][Citation analysis]		chapter0
2018A High-Frequency Analysis of Bitcoin Markets In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper6
2020Earnings Autocorrelation and the Post-Earnings-AnnouncementDrift – Experimental Evidence In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper0
2021Trading Frictions and the Post-Earnings-Announcement Drift In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015Stealth Trading and Trade Reporting by Corporate Insiders In: Review of Finance.
[Full Text][Citation analysis]		article7
2003Trader Anonymity, Price Formation and Liquidity In: Review of Finance.
[Full Text][Citation analysis]		article26
2002Trader Anonymity, Price Formation and Liquidity.(2002) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2001An Index Is An Index Is An Index? In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article5
2012The Cross-Section of German Stock Returns: New Data and New Evidence In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article18
2010The cross-Section of German stock returns: New data and new evidence.(2010) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2012Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article0
2011Is BEST really better? Internalization of orders in an open limit order book.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017The Future of Corporate Financing in Europe In: Schmalenbach Business Review.
[Full Text][Citation analysis]		article0
2019Liquidity in the German Stock Market In: Schmalenbach Business Review.
[Full Text][Citation analysis]		article0
2019Liquidity in the German stock market.(2019) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007An analysis of private investors stock market return forecasts In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2005An analysis of private investors stock market return forecasts.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2012Price discovery in spot and futures markets: a reconsideration In: The European Journal of Finance.
[Full Text][Citation analysis]		article38
2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 38		paper
2011Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
1999Insider trading and portfolio structure in experimental asset markets with a long-lived asset In: The European Journal of Finance.
[Full Text][Citation analysis]		article7
2006Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory In: Labsi Experimental Economics Laboratory University of Siena.
[Full Text][Citation analysis]		paper8
2011Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2011Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2015A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2012A partially linear approach to modelling the dynamics of spot and futures prices.(2012) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2008A partially linear approach to modelling the dynamics of spot and futures prices.(2008) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2019Illiquidity transmission from spot to futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2017Illiquidity transmission from spot to futures markets.(2017) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2006Investment performance and market share: A study of the German mutual fund industry In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2006Investment performance and market share: A study of the German mutual fund industry.(2006) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007Time and price impact of a trade: A structural approach In: CFR Working Papers.
[Full Text][Citation analysis]		paper5
2011Time and the price impact of a trade: A structural approach.(2011) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2008Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften In: CFR Working Papers.
[Full Text][Citation analysis]		paper1
2008Sooner or later: delays in trade reporting by corporate insiders In: CFR Working Papers.
[Full Text][Citation analysis]		paper2
2012Is it better to say goodbye? When former executives set executive pay In: CFR Working Papers.
[Citation analysis]		paper0
2014Dividend taxation and DAX futures prices In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2014Estimation of trading costs: Trade indicator models revisited In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2015Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2016Spoilt for choice: Order routing decisions in fragmented equity markets In: CFR Working Papers.
[Full Text][Citation analysis]		paper7
2016Spoilt for choice: Order routing decisions in fragmented equity markets.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing In: CFR Working Papers.
[Full Text][Citation analysis]		paper7
2019Small is beautiful? How the introduction of mini futures contracts affects the regular contract In: CFR Working Papers.
[Full Text][Citation analysis]		paper1
2020Finanzwirtschaftliche Anwendungen der Blockchain-Technologie In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2020Momentum? What Momentum? In: CFR Working Papers.
[Full Text][Citation analysis]		paper1
2020Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2020Do contented customers make shareholders wealthy? Implications of intangibles for security pricing In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
1997Performance and market share: Evidence from the German mutual fund industry In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper2
1997Messung individueller Risikoeinstellungen In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper3
2002Internalisierung und Marktqualität: Was bringt Xetra Best? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2003Organized equity markets in Germany In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper3
2013GDP mimicking portfolios and the cross-section of stock returns In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team